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math.PR2011
Mixing time upper bound for the uniformized Rosenthal walk on the special orthogonal groups
Yunjiang Jiang
We prove that a uniformized variant of both the Rosenthal walk \cite{Rosenthal} and the Kac random walk \cite{Kac} on SO(n) mixes in $\cO(n^3)$ steps in total variation distance. T…
math.PR2011
Asymptotic spectral independence of Wigner ensembles
Yunjiang Jiang
We consider the joint distribution of eigenvalue clusters of the Wigner ensemble separated by macroscopic distances (i.e., on the same scale as the difference between the edges of…